Python: Can I call a TR Formula inside the function get_timeseries?

aquilesjlp300

Hello guys,

I'm trying to get TR.TotalReturn using Eikon Scripting API for Python, but I'd like to minimize the amount of calls I do to the API. So far, using a list of the identifiers helps minimizing the amount of calls. On the other hand, I want daily returns for a given range of dates. And I believe the only function can provide that kind of thing is get_timeseries.

Is it possible to use TR.TotalReturn combined with get_timeseries to acquire returns (or any other TR formula) into a timeseries? I readed the manual, and it doesn't seem to be a way https://developers.thomsonreuters.com/tr-eikon-scripting-apis/python-thin-library-pyeikon#get_timeseries

Do you know if there's any chance of doing it this way?

Thanks for your time!

Jirapongse

I am afraid not.

get_timeseries support the following fields: 'TIMESTAMP', 'VALUE', 'VOLUME', 'HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT'.

However, you can use Build Formula in Eikon Excel to create a formula to retrieve TR.TotalReturn and then apply it to get_data function.

For example:

df = ek.get_data(["AAPL.O", "IBM.N"], 
                 ["TR.TotalReturn.Date","TR.TotalReturn",],
                 {"SDate":"2017-10-23","EDate":"2017-11-29","Frq":"D","CH":"Fd", "RH":"IN"});

It returns:

(   Instrument                  Date  Total Return
 0      AAPL.O  2017-11-29T00:00:00Z     -2.074305
 1      AAPL.O  2017-11-28T00:00:00Z     -0.585904
 2      AAPL.O  2017-11-27T00:00:00Z     -0.502943
 3      AAPL.O  2017-11-24T00:00:00Z      0.005716
 4      AAPL.O  2017-11-22T00:00:00Z      1.051172
 5      AAPL.O  2017-11-21T00:00:00Z      1.859042
 6      AAPL.O  2017-11-20T00:00:00Z     -0.099912
 7      AAPL.O  2017-11-17T00:00:00Z     -0.555231
...